SSI Investment Management

Latest statistics and disclosures from SSI INVESTMENT MANAGEMENT's latest quarterly 13F-HR filing:

SSI INVESTMENT MANAGEMENT portfolio companies for December 2015 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
IVV iShares S&P; 500 Index 3.88 +67.00% 185021 204.87 205.96
Allergan Plc pfd conv ser a 3.05 +3.00% 29096 1024.47 0.00
Intel Corp. Jr. Sub. Cv. Deb. conv 3.01 +2.00% 17724000 1.66 0.00
Priceline Grp Inc note 0.350% 6/1 2.10 +16.00% 17230000 1.19 0.00
Frontier Communications Corp pfd conv ser-a 1.64 -12.00% 176216 90.83 0.00
Priceline.com debt 1.000% 3/1 1.61 +11.00% 11070000 1.42 0.00
Gilead Sciences conv 1.47 3223000 4.47 0.00
Bank Of America Corporation preferred 1.40 12528 1093.23 0.00
Citrix Systems Inc conv 1.39 +5.00% 12468000 1.09 0.00
Wells Fargo & Company Non-cum Perpet cnv 1.37 +24.00% 11631 1155.02 0.00
Lam Research Corp conv 1.33 -4.00% 9108000 1.43 0.00
Red Hat Inc conv 1.30 NEW 9748000 1.30 0.00
Holx 2 12/15/43 1.26 9707000 1.27 0.00
Illumina Inc. 0.00% June 15, 2019 ccb 1.24 -17.00% 11150000 1.09 0.00
AGG iShares Lehman Aggregate Bond 1.22 +39.00% 110562 108.01 110.29
Old Republic Intl Corp note 1.14 -2.00% 8788000 1.27 0.00
Tesla Motors Inc bond 1.14 11861000 0.94 0.00
SPY SPDR S&P; 500 ETF 1.11 +7.00% 52976 203.88 205.25
Nvidia Corp note 1.000 12/0 0.98 -16.00% 5717000 1.67 0.00
Salesforce.com Inc conv 0.96 +59.00% 7273000 1.29 0.00
Novellus Systems, Inc. note 2.625% 5/1 0.95 +4.00% 3951000 2.35 0.00
Anthem Inc conv pfd 0.91 +43.00% 194584 45.79 0.00
Wellpoint Inc Note cb 0.85 -35.00% 4350000 1.91 0.00
Verisign Inc sdcv 3.250% 8/1 0.82 +3.00% 3148000 2.56 0.00
Xilinx Inc Cvt 2.625 6-15-17 convert 0.82 -3.00% 4973000 1.62 0.00
Tyson Foods Inc cnv pfd 0.82 -54.00% 132803 60.58 0.00
Tesla Motors Inc bond 0.80 +38.00% 8500000 0.92 0.00
Southwestern Energy Co Dep 1/2 dep shs 1/20 b 0.80 421450 18.50 0.00
Intel Corp sdcv 0.76 +8.00% 5778000 1.28 0.00
Euronet Worldwide Inc Note 1.500%10/0 Added 0.76 NEW 6319000 1.18 0.00
Alexandria Real Estate Equitie conv prf 0.74 NEW 270000 26.80 0.00
Electronics For Imaging Inc note 0.750% 9/0 0.74 NEW 6753000 1.07 0.00
Starwood Waypoint Residentl note 3.000% 7/0 0.74 7850000 0.92 0.00
Wells Fargo & Co mtnf 0.125% 3/1 0.73 -24.00% 7262000 0.98 0.00
Fiat Chrysler Auto 0.73 61581 115.98 0.00
Wpx Energy Inc pfd 0.72 225000 31.10 0.00
Linkedin Corp note 0.500% 11/0 0.70 NEW 6546000 1.05 0.00
Seacor Holding Inc note 3.000 11/1 0.69 8614000 0.78 0.00
Stericycle, Inc. pfd cv 0.69 -22.00% 74200 91.02 0.00
Pennymac Corp conv 0.67 -12.00% 7150000 0.92 0.00
Quidel Corp note 3.250%12/1 0.67 6750000 0.97 0.00
Wabash National Corp 3.375 '18 conv 0.65 +25.00% 5345000 1.19 0.00
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.64 6147000 1.02 0.00
Acorda Therap note 1.75% 6/15 0.63 -21.00% 5324000 1.15 0.00
Rpm International Inc convertible cor 0.62 -11.00% 5306000 1.14 0.00
B2gold Corp conv 0.62 -6.00% 7335000 0.83 0.00
Macquarie Infrastructure conv 0.62 -42.00% 5436000 1.12 0.00
Cheniere Energy Inc note 4.250% 3/1 0.62 11500000 0.53 0.00
Keycorp New pfd 7.75% sr a 0.61 45500 130.46 0.00
Micron Technology Inc conv 0.61 -9.00% 7146000 0.83 0.00
Qihoo 360 Technology Co Ltd note 2.500% 9/1 0.60 -14.00% 6000000 0.98 0.00
Bottomline Tech Del Inc note 1.500%12/0 0.59 +69.00% 5075000 1.13 0.00
Sandisk Corp conv 0.59 +56.00% 5590000 1.03 0.00
Blucora Inc note 4.250% 4/0 0.59 7000000 0.83 0.00
Rwt 4 5/8 04/15/18 0.58 6100000 0.93 0.00
Monster Worldwide Inc note 3.500%10/1 0.58 NEW 4479000 1.27 0.00
Molina Healthcare Inc conv 0.57 +28.00% 4617000 1.20 0.00
FPX First Trust IPOX-100 Index Fund 0.55 105051 51.12 51.59
American Tower Corp New Pfd Co pfd 0.55 +109.00% 52497 101.49 0.00
Pra Group Inc conv 0.55 +18.00% 6500000 0.83 0.00
51job Inc note 3.250% 4/1 0.55 +10.00% 5500000 0.98 0.00
Huron Consulting Group I 1.25% cvbond 0.55 +87.00% 5434000 0.98 0.00
Ishares Tr fltg rate nt 0.53 103464 50.41 0.00
Canadian Solar Inc note 4.250% 2/1 0.53 5600000 0.92 0.00
Tivo Inc 2.0 10-01-21 cv 0.52 +12.00% 5855000 0.87 0.00
Lam Research Corp note 0.500% 5/1 0.51 +5.00% 3841000 1.29 0.00
Dominion Res Inc Va unit 04/01/2013 0.51 +2.00% 94544 52.89 0.00
Atlas Air Worldwide Hldgs In note 2.250% 6/0 0.51 6000000 0.83 0.00
Rait Financial Trust note 4.000%10/0 0.50 6241000 0.79 0.00
Medicines Co dbcv 1.375% 6/0 0.50 -23.00% 3413000 1.42 0.00
J2 Global Inc note 3.250% 6/1 0.50 +39.00% 3734000 1.31 0.00
T Mobile Us Inc conv pfd ser a 0.50 72610 67.55 0.00
Cemex Sab De Cv conv bnd 0.49 5125000 0.93 0.00
Bgc Partners, Inc. note 4.500% 7/1 0.49 4443000 1.08 0.00
Cobalt Intl Energy Inc note 3.125% 5/1 0.49 +12.00% 9190000 0.52 0.00
Toll Bros Finance Corp. convertible bond 0.48 4614000 1.01 0.00
Albany Molecular Resh Inc note 2.250%11/1 0.48 +16.00% 3500000 1.35 0.00
Crown Castle Intl Corp New cnv pfd stk sr a 0.47 +116.00% 43173 107.50 0.00
Herbalife Ltd conv 0.47 +94.00% 5412000 0.84 0.00
Echo Global Logistics Inc note 2.500% 5/0 0.47 +200.00% 5250000 0.88 0.00
Wells Fargo & Co mtnf 0.125% 2/2 0.46 4788000 0.94 0.00
On Semiconductor Corp note 2.625%12/1 0.45 -16.00% 3973000 1.11 0.00
Integra Lifesciences Holdings conv bnd 0.45 -2.00% 3401000 1.30 0.00
Spectrum Pharmaceuticals Inc conv 0.45 5000000 0.87 0.00
FEX First Trust Large Cap Core Alp Fnd 0.44 -47.00% 98768 43.25 45.69
Interdigital Inc 2.5% conv 0.44 +3.00% 4315000 1.00 0.00
Endologix, Inc. 3.25% 11/01/2020 0.44 NEW 4000000 1.08 0.00
General Cable Corp Del New frnt 4.500% 11/1 0.43 6965000 0.61 0.00
Iridium Communications $16.25 perp pfd cnv b added 0.43 13500 307.93 0.00
1,375% Liberty Media 15.10.2023 note 0.43 +75.00% 4309000 0.98 0.00
Servicenow Inc. note 0.43 +111.00% 3248000 1.28 0.00
Starwood Property Trust note 0.41 +5.00% 3975000 1.02 0.00
Ttm Technologies Inc conv 0.41 -7.00% 4500000 0.90 0.00
Servicesource Intl 0.40 -9.00% 4566000 0.85 0.00
Yy Inc note 2.25% 0.40 +2.00% 4100000 0.96 0.00
Twitter Inc note 1.000% 9/1 0.40 NEW 4700000 0.84 0.00
Meritage Homes Corp conv 0.39 3850000 0.98 0.00
Jazz Investments I Ltd. conv 0.39 3674000 1.05 0.00
IWD iShares Russell 1000 Value Index 0.38 NEW 37490 97.84 101.93
Forestar Group Inc note 0.38 4576000 0.82 0.00
Webmd Health Corp 1.5% cnvrtbnd 0.38 NEW 3296000 1.12 0.00
Encore Capital Group Inc note 0.38 NEW 5000000 0.75 0.00
Yandex N V debt 1.125%12/1 0.37 +30.00% 4250000 0.86 0.00
Rti Intl Metals Inc note 1.625%10/1 0.36 NEW 3493000 1.02 0.00
Liberty Interactive Llc conv 0.36 -2.00% 2349000 1.51 0.00
Illumina Inc conv 0.36 -13.00% 3012000 1.17 0.00
Live Nation Entertainmen conv 0.36 3404000 1.02 0.00
Chart Industries 2% conv 0.35 4000000 0.86 0.00
Ares Capital Corp 5.75 16 convert 0.35 -3.00% 3392000 1.00 0.00
Jarden Corp note 1.875% 9/1 0.35 -28.00% 1905000 1.82 0.00
Encore Cap Group Inc note 3.000% 7/0 0.35 -52.00% 4000000 0.85 0.00
Welltower Inc 6.50% pfd prepet 0.35 -43.00% 56232 60.41 0.00
Integrated Device Technology note 0.875% 11/1 0.35 NEW 3291000 1.03 0.00
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.34 3547000 0.93 0.00
Mgic Invt Corp Wis note 5.000% 5/0 0.33 -10.00% 3086000 1.03 0.00
FXG First Trust Cnsumer Stapl Alpha Fd 0.33 NEW 73180 44.42 43.68
Nextera Energy, Inc. pfd cv 0.33 +128.00% 58775 54.58 0.00
Allscripts Healthcare So conv 0.33 NEW 2983000 1.08 0.00
Akamai Technologies Inc Sr Cv zero coupon bonds 0.33 -48.00% 3378000 0.96 0.00
IYW iShares Dow Jones US Technology 0.32 NEW 29628 107.03 104.97
Tcp Cap Corp note 5.250%12/1 0.32 3225000 0.98 0.00
Vector Group Ltd note 1.75% 4/15 0.31 2683000 1.14 0.00
1,000% Sina 01.12.2018 note 0.30 -41.00% 3000000 0.97 0.00
Airtran Hldgs Inc note 5.250%11/0 0.29 971000 2.95 0.00
Nuvasive Inc. conv 0.29 2074000 1.36 0.00
Aegean Marine Petroleum Network note 4.000 11/0 0.29 +3.00% 3350000 0.85 0.00
Spectranetics Corp mtnf 2.625% 6/0 0.29 +7.00% 3750000 0.75 0.00
Incyte Corp note 0.375%11/1 0.29 -24.00% 1326000 2.15 0.00
Amtrust Finl Svcs Inc note 2.750%12/1 0.29 -37.00% 3102000 0.92 0.00
Sandisk Corp note 1.500% 8/1 0.27 +2.00% 1684000 1.57 0.00
Biomarin Pharmaceutical Inc note 1.500%10/1 0.27 -37.00% 1952000 1.34 0.00
Envestnet Inc note 1.750%12/1 0.27 3000000 0.88 0.00
Cepheid conv 0.27 NEW 3000000 0.89 0.00
Stanley Black & Decker Inc Uni pfd 0.26 NEW 21815 117.95 0.00
Resource Capital Corporation note 8.000 1/1 added 0.26 +7.00% 2600000 0.96 0.00
Huntington Bancshares Inc pfd conv ser a 0.25 -9.00% 1795 1349.30 0.00
Teva Pharm Finance Llc Cvt cv bnd 0.25 +8.00% 1562000 1.56 0.00
Palo Alto Networks Inc note 7/0 0.25 -43.00% 1482000 1.66 0.00
Nxp Semiconductors N V dbcv 1.000% 12/0 0.25 NEW 2193000 1.10 0.00
Teligent Inc note 3.750 12/1 0.25 NEW 2500000 0.98 0.00
Take-two Interactive Softwar note 1.000% 7/0 0.24 1408000 1.66 0.00
Isis Pharmaceuticals Inc Del note 1.000%11/1 0.24 NEW 2109000 1.13 0.00
Broadsoft Inc. 1.5% 07/01/2018 conv 0.23 -8.00% 2145000 1.07 0.00
Electronic Arts Inc conv 0.23 1046000 2.16 0.00
Enernoc, Inc. conv 0.23 -15.00% 4000000 0.56 0.00
TLT iShares Barclays 20+ Yr Treas.Bond 0.22 +40.00% 18008 120.56 126.45
ALR-B Alere 0.22 +166.00% 8000 274.75 0.00
Teleflex Inc note 3.875% 8/0 0.22 +5.00% 1014000 2.14 0.00
Fluidigm Corporation convertible cor 0.22 +40.00% 3500000 0.62 0.00
Yahoo Inc note 12/0 0.22 2260000 0.97 0.00
Amsburg Corp pfd 5.25% 0.20 -40.00% 13483 143.88 0.00
Microchip Technology Inc sdcv 2.125%12/1 0.19 +21.00% 959000 1.90 0.00
AAPL Apple 0.19 17214 105.26 123.28
Fidelity National Finance conv 0.17 -23.00% 894000 1.91 0.00
Tesla Mtrs Inc note 1.500% 6/0 0.17 823000 1.97 0.00
IYF iShares Dow Jones US Financial 0.16 -48.00% 17996 88.30 88.01
Alphabet Inc Class A cs 0.16 NEW 2031 777.94 0.00
49456b 20 0 Kinder Morgan Inc Del Pfd Ser A kinder morgan inc del 0.16 NEW 40250 39.85 0.00
XLU Utilities SPDR 0.15 33722 43.32 43.18
JPM JPMorgan Chase & Co. 0.14 20047 65.95 60.16
Danaher Corp Del debt 0.14 +2.00% 511000 2.70 0.00
Mgic Investment Corp note 0.13 -46.00% 944000 1.38 0.00
MSFT Microsoft Corporation 0.11 19858 55.44 42.00
KMB Kimberly-Clark Corporation 0.11 -71.00% 8685 127.35 103.80
Laboratory Corp Amer Hldgs debt 0.11 669000 1.66 0.00
IYR iShares Dow Jones US Real Estate 0.11 14471 75.05 76.66
Citi 0.11 20187 51.67 0.00
Janus Capital conv 0.10 -7.00% 731000 1.38 0.00
Horsehead Hldg Corp note 3.800% 7/0 0.09 3397000 0.26 0.00
BAC Bank of America Corporation 0.08 45263 16.88 15.95
JNJ Johnson & Johnson 0.08 8056 102.78 98.55
PFE Pfizer 0.08 24446 32.32 33.78
GE General Electric Company 0.08 26240 31.14 25.35
XRT SPDR S&P; Retail 0.08 16996 43.36 97.65
XOM Exxon Mobil Corporation 0.07 -20.00% 8556 77.96 84.57
WFC Wells Fargo & Company 0.07 13384 54.17 53.90
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.07 -9.00% 713000 0.98 0.00
Nuance Communications 0.07 NEW 631000 1.07 0.00
L Loews Corporation 0.06 16540 38.39 39.42
BRK.B Berkshire Hathaway 0.06 4616 132.15 0.00
KO Coca-Cola Company 0.06 13105 43.04 40.22
HD Home Depot 0.06 4597 132.26 113.11
T AT&T; 0.06 16539 34.46 32.70
AMZN Amazon 0.06 925 675.68 372.62
CELG Celgene Corporation 0.06 +31.00% 4596 120.10 118.26
Ramco-gershenson Pptys Tr perp pfd-d cv 0.06 10000 60.90 0.00
Facebook Inc cl a 0.06 5695 104.30 0.00
PEP Pepsi 0.05 4461 99.31 93.96
PG Procter & Gamble Company 0.05 6702 79.23 81.31
UNH UnitedHealth 0.05 4303 117.82 113.33
Cien 4 12/15/20 0.05 +7.00% 376000 1.30 0.00
Arcc 4 7/8 03/15/17 0.05 -30.00% 532000 1.01 0.00
Sunpower Corp dbcv 0.750% 6/0 0.05 +5.00% 395000 1.30 0.00
Allergan 0.05 1482 314.44 0.00
Suntrust Banks Inc $1.00 Par Cmn 0.04 8218 42.59 0.00
FDX FedEx Corporation 0.04 2302 148.57 170.82
CVX Chevron Corporation 0.04 -20.00% 4375 90.29 102.86
CSCO Cisco Systems 0.04 14418 27.19 28.51
INTC Intel Corporation 0.04 12072 34.38 32.76
VZ Verizon Communications 0.04 8664 46.51 48.01
MCK McKesson Corporation 0.04 1964 198.57 221.98
MO Altria 0.04 7468 58.38 52.47
AMGN Amgen 0.04 2584 162.15 153.92
MRK Merck & Co 0.04 6976 53.18 56.20
GILD Gilead Sciences 0.04 3875 101.42 99.53
LOW Lowe's Companies 0.04 5262 76.02 73.15
V Visa 0.04 5006 77.51 266.74
ORCL Oracle Corporation 0.04 11594 36.66 41.62
DAL Delta Air Lines 0.04 6793 50.35 44.19
Alza Corp sdcv 7/2 0.04 248000 1.41 0.00
MET MetLife 0.04 7280 48.08 50.75
American Airls 0.04 8222 42.20 0.00
Proofpoint Inc note 1.250%12/1 0.04 200000 1.72 0.00
CMCSA Comcast Corporation 0.03 4828 56.34 58.60
MA MasterCard Incorporated 0.03 3445 97.53 87.52
COST Costco Wholesale Corporation 0.03 1657 161.74 148.30
MCD McDonald's Corporation 0.03 2262 118.48 96.21
ABT Abbott Laboratories 0.03 6893 44.83 46.40
DIS Walt Disney Company 0.03 -29.00% 3095 105.33 103.60
UNP Union Pacific Corporation 0.03 3598 78.38 114.86
IP International Paper Company 0.03 7433 37.80 54.31
RTN Raytheon Company 0.03 2536 125.00 106.21
CVS CVS Caremark Corporation 0.03 3015 98.18 101.90
KR Kroger 0.03 6742 41.98 74.09
TMO Thermo Fisher Scientific 0.03 1856 142.78 127.98
COF Capital One Financial 0.03 3529 72.54 77.96
NKE NIKE 0.03 +100.00% 3912 62.88 96.37
SLB Schlumberger 0.03 3927 69.77 81.67
EMC EMC Corporation 0.03 12505 25.59 26.24
TJX TJX Companies 0.03 3647 70.47 67.66
EOG EOG Resources 0.03 3584 70.87 86.44
GD General Dynamics Corporation 0.03 2150 137.67 133.60
Invesco Ltd shs 0.03 8092 33.61 0.00
CRM salesforce 0.03 3315 78.43 64.26
IWM iShares Russell 2000 Index 0.03 -22.00% 2489 112.90 119.90
KEY Key 0.03 +48.00% 23003 13.13 14.07
GM General Motors Company 0.03 9026 34.12 37.89
PFF iShares S&P; US Pref Stock Idx Fnd 0.03 -63.00% 6554 38.75 39.78
Ares Capital Corp 5.125 2016 conv 0.03 -16.00% 290000 1.00 0.00
Epr Properties Pfd C 5.75% 0.03 10500 23.71 0.00
Twenty-first Century Fox 0.03 10306 27.17 0.00
Wright Medical Group Inc note 2 000 8/1 0.03 +57.00% 275000 1.11 0.00
Intercontinentalexchange 0.03 1137 255.94 0.00
Ctrip.com Inter Ltd. conv 0.03 NEW 200000 1.32 0.00
First Trust Iv Enhanced Short 0.03 -38.00% 4666 59.58 0.00
Medtronic 0.03 4178 76.83 0.00
Priceline Group Inc/the conv 0.03 NEW 331000 1.01 0.00
WMT Wal-Mart Stores 0.02 -21.00% 3361 60.70 81.06
VRTX Vertex Pharmaceuticals Incorporated 0.02 NEW 1625 125.54 123.26
MMM 3M Company 0.02 1619 149.47 162.72
BA Boeing Company 0.02 1592 144.47 152.38
DD E.I. du Pont de Nemours & Company 0.02 NEW 3056 67.08 79.13
AET Aetna 0.02 2128 109.02 100.76
GIS General Mills 0.02 3585 57.74 51.55
HON Honeywell International 0.02 2275 103.74 100.92
OXY Occidental Petroleum Corporation 0.02 -23.00% 3104 68.30 74.23
PM Philip Morris International 0.02 NEW 2772 87.66 77.69
TXN Texas Instruments Incorporated 0.02 NEW 3812 55.09 57.48
UTX United Technologies Corporation 0.02 2260 96.90 118.52
XRX Xerox Corporation 0.02 14465 10.78 12.92
BIIB Biogen Idec 0.02 783 303.96 415.20
YHOO Yahoo! 0.02 NEW 6464 33.26 42.61
ONNN ON Semiconductor 0.02 15810 9.87 12.68
AIG American International 0.02 NEW 3382 62.39 54.59
IYE iShares Dow Jones US Energy Sector 0.02 NEW 6550 33.89 42.41
Marathon Petroleum 0.02 4540 51.98 0.00
Mondelez Int 0.02 5420 44.83 0.00
Abbvie 0.02 4084 59.26 0.00
Prospect Capital Corporati mtnf 5.375% 0.02 170000 0.99 0.00
Dbx Trackers db xtr msci eur 0.02 8808 26.00 0.00
Jefferies Group Inc New dbcv 3.875%11/0 0.01 50000 1.00 0.00
SWFT Swift Transportation Company 0.01 10331 13.84 27.91
Regeneron Pharmaceuticals, In conv 0.01 -92.00% 17000 6.35 0.00
Starwood Ppty note 4.0% 1/15/ 0.01 -96.00% 92000 1.03 0.00
Ares Capital Corp conv 0.01 100000 0.99 0.00
Jarden Corp conv 0.01 NEW 36000 1.44 0.00
Mentor Graphics 4% 2031 conv 0.00 NEW 19000 1.00 0.00
Micron Technology Inc note 1.625% 2/1 0.00 -89.00% 22000 1.41 0.00
Illumina Inc Note 0.250% cb 0.00 -50.00% 16000 2.25 0.00